+141.1%
QLD vs NTAP
+144.3%
-3.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -3.8% | -7.8% | +4.0% | +0.9% |
| 30D | -20.5% | -25.8% | +5.2% | -6.8% |
| 3M | -14.6% | -11.2% | -3.4% | -9.4% |
| 6M | -14.7% | +49.9% | -64.6% | -34.7% |
| YTD | +11.2% | +66.9% | -55.7% | -21.6% |
| 1Y | +7.1% | +58.8% | -51.7% | -21.9% |
| 3Y | +141.1% | +140.8% | +0.3% | +53.6% |
| All | +141.1% | +144.3% | -3.2% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NTAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling